Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158)
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scientific article; zbMATH DE number 5348273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate martingale estimating functions for stochastic differential equations with small noises |
scientific article; zbMATH DE number 5348273 |
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Approximate martingale estimating functions for stochastic differential equations with small noises (English)
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29 September 2008
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asymptotic efficiency
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diffusion processes with small dispersion parameters
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discrete time observations
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eigenfunctions
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